+145.8%
SITM vs QSR
+28.6%
+117.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.6% |
| 7D | +3.9% | -4.0% | +7.9% | +3.6% |
| 30D | -6.6% | +2.8% | -9.3% | -6.4% |
| 3M | -11.9% | +5.1% | -17.0% | -11.9% |
| 6M | +81.1% | +8.8% | +72.3% | +81.6% |
| YTD | +80.0% | +14.8% | +65.1% | +77.3% |
| 1Y | +145.8% | +25.7% | +120.1% | +145.6% |
| All | +145.8% | +28.6% | +117.2% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling